-2.1%
AIG vs STLD
+80.8%
-82.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.4% | -2.8% | +1.4% | -1.2% |
| 30D | -3.3% | -10.4% | +7.1% | -2.4% |
| 3M | +2.2% | -10.6% | +12.8% | +3.3% |
| 6M | -2.1% | +32.7% | -34.8% | -7.0% |
| YTD | -11.2% | +42.8% | -54.0% | -16.3% |
| 1Y | -2.1% | +86.9% | -89.1% | -8.9% |
| All | -2.1% | +80.8% | -82.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling